-38.6%
MP vs IWD
+29.3%
-67.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.6% | -3.4% | -1.2% |
| 7D | -19.0% | -0.9% | -18.1% | -17.6% |
| 30D | -30.5% | +2.6% | -33.1% | -34.2% |
| 3M | -29.6% | +1.2% | -30.8% | -31.5% |
| 6M | -50.4% | +12.1% | -62.5% | -61.6% |
| YTD | -33.2% | +24.1% | -57.4% | -59.2% |
| 1Y | -38.6% | +28.5% | -67.1% | -65.4% |
| All | -38.6% | +29.3% | -67.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling